On the Complexity of Robust Bilevel Optimization With Uncertain Follower's Objective (2105.08378v2)

Abstract: We investigate the complexity of bilevel combinatorial optimization with uncertainty in the follower's objective, in a robust optimization approach. We show that the robust counterpart of the bilevel problem under interval uncertainty can be $\Sigma^{\text P}_2$-hard, even when the certain bilevel problem is NP-equivalent and the follower's problem is tractable. On the contrary, in the discrete uncertainty case, the robust bilevel problem is at most one level harder than the follower's problem.